+73.6%
IWD vs TRGP
+631.5%
-557.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -0.8% | +14.6% | -15.4% | -4.3% |
| 3M | +8.0% | +11.9% | -3.9% | +4.4% |
| 6M | +18.2% | +25.3% | -7.1% | +10.4% |
| YTD | +22.3% | +61.9% | -39.5% | +6.1% |
| 1Y | +28.9% | +87.3% | -58.4% | +6.7% |
| 3Y | +71.5% | +268.0% | -196.5% | +12.6% |
| 5Y | +73.6% | +638.2% | -564.6% | -9.3% |
| All | +73.6% | +631.5% | -557.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling